-31.2%
MOS vs ENB
+51.1%
-82.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.0% |
| 7D | +19.7% | -3.7% | +23.3% | +23.2% |
| 30D | +21.5% | +1.7% | +19.8% | +19.6% |
| 3M | -0.4% | -6.3% | +5.9% | +4.6% |
| 6M | +4.5% | -9.2% | +13.7% | +11.4% |
| YTD | -2.9% | +3.1% | -6.0% | -8.9% |
| 1Y | -7.7% | +3.4% | -11.1% | -13.6% |
| 3Y | -25.6% | +68.9% | -94.6% | -59.0% |
| 5Y | -31.2% | +51.7% | -82.9% | -56.2% |
| All | -31.2% | +51.1% | -82.2% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling